Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1291576.3842 | 1249328.9611 | 42247.4232 | 1658661.5068 | 2588469.6303 | -929808.1235 |
Total P&L (%) | 1291.5764 | 1249.329 | 42.2474 | 1658.6615 | 2588.4696 | -929.8081 |
Avg Daily Profit (%) | 0.7077 | 0.6846 | 0.0231 | 0.1572 | 0.1805 | 0 |
Buy And Hold Return (%) | 691.5555 | 691.5555 | 691.5555 | 691.5555 | 691.5555 | 691.5555 |
Max Trade Drawdown | -113537 | -76640 | -74505 | -4130903 | -2085619 | -2524121 |
Profit Factor | 2.9639 | 4.63 | 1.1348 | 1.1499 | 1.5057 | 0.8435 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 45.0549 | 40 | 50 | 45.0549 | 40 | 50 |
Ratio Avg Win / Avg Loss | 3.6145 | 6.9451 | 1.1348 | 1.4024 | 2.2585 | 0.8435 |
Largest Winning Trade | 724191 | 724191 | 59764 | 1880858 | 1880858 | 1120200 |
Largest Losing Trade | -41052 | -37359 | -41052 | -1294434 | -814893 | -1294434 |
Avg Bars in Trades | 76 | 104 | 49 | 76 | 104 | 49 |
Avg Bars in Winners | 95 | 143 | 58 | 95 | 143 | 58 |
Avg Bars in Losers | 60 | 78 | 40 | 60 | 78 | 40 |
Bars Traded | 6954 | 4692 | 2262 | 6954 | 4692 | 2262 |
Profit Streak | 77.3206 | 90.0706 | 77.3206 | 77.3206 | 90.0706 | 77.3206 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343803 | 297365 | -399377 | -52862 | 165888 | -580146 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7300, "evaluation_days": 1825, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603584000000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758418900112, "expiration_time": 1763143200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 44, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hma", "factors": { "length": 122, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1291576.384242928, 1249328.96106238, 42247.4231805474, 1658661.5067823625, 2588469.6303007603, -929808.123518398 ], [ 1291.576384, 1249.328961, 42.247423, 1658.661507, 2588.46963, -929.808124 ], [ 0.707713, 0.684564, 0.023149, 0.157227, 0.180522, 0 ], [ 691.555459, 691.555459, 691.555459, 691.555459, 691.555459, 691.555459 ], [ -113537, -76640, -74505, -4130903, -2085619, -2524121 ], [ 2.963886, 4.630041, 1.134761, 1.149947, 1.505652, 0.843535 ], [ 91, 45, 46, 91, 45, 46 ], [ 41, 18, 23, 41, 18, 23 ], [ 50, 27, 23, 50, 27, 23 ], [ 45.054945, 40, 50, 45.054945, 40, 50 ], [ 3.614496, 6.945062, 1.134761, 1.402374, 2.258478, 0.843535 ], [ 724191, 724191, 59764, 1880858, 1880858, 1120200 ], [ -41052, -37359, -41052, -1294434, -814893, -1294434 ], [ 76, 104, 49, 76, 104, 49 ], [ 95, 143, 58, 95, 143, 58 ], [ 60, 78, 40, 60, 78, 40 ], [ 6954, 4692, 2262, 6954, 4692, 2262 ], [ 77.320603, 90.070603, 77.320603, 77.320603, 90.070603, 77.320603 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 343803, 297365, -399377, -52862, 165888, -580146 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7300, "evaluation_days": 1825, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603584000000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758418900112, "expiration_time": 1763143200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 44, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hma", "factors": { "length": 122, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|